/////////////////////////////////////////////////////////////////////////// // // Copyright (c) 2002, Industrial Light & Magic, a division of Lucas // Digital Ltd. LLC // // All rights reserved. // // Redistribution and use in source and binary forms, with or without // modification, are permitted provided that the following conditions are // met: // * Redistributions of source code must retain the above copyright // notice, this list of conditions and the following disclaimer. // * Redistributions in binary form must reproduce the above // copyright notice, this list of conditions and the following disclaimer // in the documentation and/or other materials provided with the // distribution. // * Neither the name of Industrial Light & Magic nor the names of // its contributors may be used to endorse or promote products derived // from this software without specific prior written permission. // // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS // "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT // LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR // A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT // OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, // SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT // LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, // DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY // THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT // (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE // OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. // /////////////////////////////////////////////////////////////////////////// //---------------------------------------------------------------------------- // // Implementation of non-template items declared in ImathMatrixAlgo.h // //---------------------------------------------------------------------------- #include "ImathMatrixAlgo.h" #include #include // for std::max() #if defined(OPENEXR_DLL) #define EXPORT_CONST __declspec(dllexport) #else #define EXPORT_CONST const #endif namespace Imath { EXPORT_CONST M33f identity33f ( 1, 0, 0, 0, 1, 0, 0, 0, 1); EXPORT_CONST M33d identity33d ( 1, 0, 0, 0, 1, 0, 0, 0, 1); EXPORT_CONST M44f identity44f ( 1, 0, 0, 0, 0, 1, 0, 0, 0, 0, 1, 0, 0, 0, 0, 1); EXPORT_CONST M44d identity44d ( 1, 0, 0, 0, 0, 1, 0, 0, 0, 0, 1, 0, 0, 0, 0, 1); namespace { class KahanSum { public: KahanSum() : _total(0), _correction(0) {} void operator+= (const double val) { const double y = val - _correction; const double t = _total + y; _correction = (t - _total) - y; _total = t; } double get() const { return _total; } private: double _total; double _correction; }; } template M44d procrustesRotationAndTranslation (const Vec3* A, const Vec3* B, const T* weights, const size_t numPoints, const bool doScale) { if (numPoints == 0) return M44d(); // Always do the accumulation in double precision: V3d Acenter (0.0); V3d Bcenter (0.0); double weightsSum = 0.0; if (weights == 0) { for (int i = 0; i < numPoints; ++i) { Acenter += (V3d) A[i]; Bcenter += (V3d) B[i]; } weightsSum = (double) numPoints; } else { for (int i = 0; i < numPoints; ++i) { const double w = weights[i]; weightsSum += w; Acenter += w * (V3d) A[i]; Bcenter += w * (V3d) B[i]; } } if (weightsSum == 0) return M44d(); Acenter /= weightsSum; Bcenter /= weightsSum; // // Find Q such that |Q*A - B| (actually A-Acenter and B-Bcenter, weighted) // is minimized in the least squares sense. // From Golub/Van Loan, p.601 // // A,B are 3xn // Let C = B A^T (where A is 3xn and B^T is nx3, so C is 3x3) // Compute the SVD: C = U D V^T (U,V rotations, D diagonal). // Throw away the D part, and return Q = U V^T M33d C (0.0); if (weights == 0) { for (int i = 0; i < numPoints; ++i) C += outerProduct ((V3d) B[i] - Bcenter, (V3d) A[i] - Acenter); } else { for (int i = 0; i < numPoints; ++i) { const double w = weights[i]; C += outerProduct (w * ((V3d) B[i] - Bcenter), (V3d) A[i] - Acenter); } } M33d U, V; V3d S; jacobiSVD (C, U, S, V, Imath::limits::epsilon(), true); // We want Q.transposed() here since we are going to be using it in the // Imath style (multiplying vectors on the right, v' = v*A^T): const M33d Qt = V * U.transposed(); double s = 1.0; if (doScale && numPoints > 1) { // Finding a uniform scale: let us assume the Q is completely fixed // at this point (solving for both simultaneously seems much harder). // We are trying to compute (again, per Golub and van Loan) // min || s*A*Q - B ||_F // Notice that we've jammed a uniform scale in front of the Q. // Now, the Frobenius norm (the least squares norm over matrices) // has the neat property that it is equivalent to minimizing the trace // of M^T*M (see your friendly neighborhood linear algebra text for a // derivation). Thus, we can expand this out as // min tr (s*A*Q - B)^T*(s*A*Q - B) // = min tr(Q^T*A^T*s*s*A*Q) + tr(B^T*B) - 2*tr(Q^T*A^T*s*B) by linearity of the trace // = min s^2 tr(A^T*A) + tr(B^T*B) - 2*s*tr(Q^T*A^T*B) using the fact that the trace is invariant // under similarity transforms Q*M*Q^T // If we differentiate w.r.t. s and set this to 0, we get // 0 = 2*s*tr(A^T*A) - 2*tr(Q^T*A^T*B) // so // 2*s*tr(A^T*A) = 2*s*tr(Q^T*A^T*B) // s = tr(Q^T*A^T*B) / tr(A^T*A) KahanSum traceATA; if (weights == 0) { for (int i = 0; i < numPoints; ++i) traceATA += ((V3d) A[i] - Acenter).length2(); } else { for (int i = 0; i < numPoints; ++i) traceATA += ((double) weights[i]) * ((V3d) A[i] - Acenter).length2(); } KahanSum traceBATQ; for (int i = 0; i < 3; ++i) for (int j = 0; j < 3; ++j) traceBATQ += Qt[j][i] * C[i][j]; s = traceBATQ.get() / traceATA.get(); } // Q is the rotation part of what we want to return. // The entire transform is: // (translate origin to Bcenter) * Q * (translate Acenter to origin) // last first // The effect of this on a point is: // (translate origin to Bcenter) * Q * (translate Acenter to origin) * point // = (translate origin to Bcenter) * Q * (-Acenter + point) // = (translate origin to Bcenter) * (-Q*Acenter + Q*point) // = (translate origin to Bcenter) * (translate Q*Acenter to origin) * Q*point // = (translate Q*Acenter to Bcenter) * Q*point // So what we want to return is: // (translate Q*Acenter to Bcenter) * Q // // In block form, this is: // [ 1 0 0 | ] [ 0 ] [ 1 0 0 | ] [ 1 0 0 | ] [ | ] [ ] // [ 0 1 0 tb ] [ s*Q 0 ] [ 0 1 0 -ta ] = [ 0 1 0 tb ] [ s*Q -s*Q*ta ] = [ Q tb-s*Q*ta ] // [ 0 0 1 | ] [ 0 ] [ 0 0 1 | ] [ 0 0 1 | ] [ | ] [ ] // [ 0 0 0 1 ] [ 0 0 0 1 ] [ 0 0 0 1 ] [ 0 0 0 1 ] [ 0 0 0 1 ] [ 0 0 0 1 ] // (ofc the whole thing is transposed for Imath). const V3d translate = Bcenter - s*Acenter*Qt; return M44d (s*Qt.x[0][0], s*Qt.x[0][1], s*Qt.x[0][2], T(0), s*Qt.x[1][0], s*Qt.x[1][1], s*Qt.x[1][2], T(0), s*Qt.x[2][0], s*Qt.x[2][1], s*Qt.x[2][2], T(0), translate.x, translate.y, translate.z, T(1)); } // procrustesRotationAndTranslation template M44d procrustesRotationAndTranslation (const Vec3* A, const Vec3* B, const size_t numPoints, const bool doScale) { return procrustesRotationAndTranslation (A, B, (const T*) 0, numPoints, doScale); } // procrustesRotationAndTranslation template M44d procrustesRotationAndTranslation (const V3d* from, const V3d* to, const size_t numPoints, const bool doScale); template M44d procrustesRotationAndTranslation (const V3f* from, const V3f* to, const size_t numPoints, const bool doScale); template M44d procrustesRotationAndTranslation (const V3d* from, const V3d* to, const double* weights, const size_t numPoints, const bool doScale); template M44d procrustesRotationAndTranslation (const V3f* from, const V3f* to, const float* weights, const size_t numPoints, const bool doScale); namespace { // Applies the 2x2 Jacobi rotation // [ c s 0 ] [ 1 0 0 ] [ c 0 s ] // [ -s c 0 ] or [ 0 c s ] or [ 0 1 0 ] // [ 0 0 1 ] [ 0 -s c ] [ -s 0 c ] // from the right; that is, computes // J * A // for the Jacobi rotation J and the matrix A. This is efficient because we // only need to touch exactly the 2 columns that are affected, so we never // need to explicitly construct the J matrix. template void jacobiRotateRight (Imath::Matrix33& A, const T c, const T s) { for (int i = 0; i < 3; ++i) { const T tau1 = A[i][j]; const T tau2 = A[i][k]; A[i][j] = c * tau1 - s * tau2; A[i][k] = s * tau1 + c * tau2; } } template void jacobiRotateRight (Imath::Matrix44& A, const int j, const int k, const T c, const T s) { for (int i = 0; i < 4; ++i) { const T tau1 = A[i][j]; const T tau2 = A[i][k]; A[i][j] = c * tau1 - s * tau2; A[i][k] = s * tau1 + c * tau2; } } // This routine solves the 2x2 SVD: // [ c1 s1 ] [ w x ] [ c2 s2 ] [ d1 0 ] // [ ] [ ] [ ] = [ ] // [ -s1 c1 ] [ y z ] [ -s2 c2 ] [ 0 d2 ] // where // [ w x ] // A = [ ] // [ y z ] // is the subset of A consisting of the [j,k] entries, A([j k], [j k]) in // Matlab parlance. The method is the 'USVD' algorithm described in the // following paper: // 'Computation of the Singular Value Decomposition using Mesh-Connected Processors' // by Richard P. Brent, Franklin T. Luk, and Charles Van Loan // It breaks the computation into two steps: the first symmetrizes the matrix, // and the second diagonalizes the symmetric matrix. template bool twoSidedJacobiRotation (Imath::Matrix33& A, Imath::Matrix33& U, Imath::Matrix33& V, const T tol) { // Load everything into local variables to make things easier on the // optimizer: const T w = A[j][j]; const T x = A[j][k]; const T y = A[k][j]; const T z = A[k][k]; // We will keep track of whether we're actually performing any rotations, // since if the matrix is already diagonal we'll end up with the identity // as our Jacobi rotation and we can short-circuit. bool changed = false; // The first step is to symmetrize the 2x2 matrix, // [ c s ]^T [ w x ] = [ p q ] // [ -s c ] [ y z ] [ q r ] T mu_1 = w + z; T mu_2 = x - y; T c, s; if (std::abs(mu_2) <= tol*std::abs(mu_1)) // Already symmetric (to tolerance) { // Note that the <= is important here c = T(1); // because we want to bypass the computation s = T(0); // of rho if mu_1 = mu_2 = 0. const T p = w; const T r = z; mu_1 = r - p; mu_2 = x + y; } else { const T rho = mu_1 / mu_2; s = T(1) / std::sqrt (T(1) + rho*rho); // TODO is there a native inverse square root function? if (rho < 0) s = -s; c = s * rho; mu_1 = s * (x + y) + c * (z - w); // = r - p mu_2 = T(2) * (c * x - s * z); // = 2*q changed = true; } // The second stage diagonalizes, // [ c2 s2 ]^T [ p q ] [ c2 s2 ] = [ d1 0 ] // [ -s2 c2 ] [ q r ] [ -s2 c2 ] [ 0 d2 ] T c_2, s_2; if (std::abs(mu_2) <= tol*std::abs(mu_1)) { c_2 = T(1); s_2 = T(0); } else { const T rho_2 = mu_1 / mu_2; T t_2 = T(1) / (std::abs(rho_2) + std::sqrt(1 + rho_2*rho_2)); if (rho_2 < 0) t_2 = -t_2; c_2 = T(1) / std::sqrt (T(1) + t_2*t_2); s_2 = c_2 * t_2; changed = true; } const T c_1 = c_2 * c - s_2 * s; const T s_1 = s_2 * c + c_2 * s; if (!changed) { // We've decided that the off-diagonal entries are already small // enough, so we'll set them to zero. This actually appears to result // in smaller errors than leaving them be, possibly because it prevents // us from trying to do extra rotations later that we don't need. A[k][j] = 0; A[j][k] = 0; return false; } const T d_1 = c_1*(w*c_2 - x*s_2) - s_1*(y*c_2 - z*s_2); const T d_2 = s_1*(w*s_2 + x*c_2) + c_1*(y*s_2 + z*c_2); // For the entries we just zeroed out, we'll just set them to 0, since // they should be 0 up to machine precision. A[j][j] = d_1; A[k][k] = d_2; A[k][j] = 0; A[j][k] = 0; // Rotate the entries that _weren't_ involved in the 2x2 SVD: { // Rotate on the left by // [ c1 s1 0 ]^T [ c1 0 s1 ]^T [ 1 0 0 ]^T // [ -s1 c1 0 ] or [ 0 1 0 ] or [ 0 c1 s1 ] // [ 0 0 1 ] [ -s1 0 c1 ] [ 0 -s1 c1 ] // This has the effect of adding the (weighted) ith and jth _rows_ to // each other. const T tau1 = A[j][l]; const T tau2 = A[k][l]; A[j][l] = c_1 * tau1 - s_1 * tau2; A[k][l] = s_1 * tau1 + c_1 * tau2; } { // Rotate on the right by // [ c2 s2 0 ] [ c2 0 s2 ] [ 1 0 0 ] // [ -s2 c2 0 ] or [ 0 1 0 ] or [ 0 c2 s2 ] // [ 0 0 1 ] [ -s2 0 c2 ] [ 0 -s2 c2 ] // This has the effect of adding the (weighted) ith and jth _columns_ to // each other. const T tau1 = A[l][j]; const T tau2 = A[l][k]; A[l][j] = c_2 * tau1 - s_2 * tau2; A[l][k] = s_2 * tau1 + c_2 * tau2; } // Now apply the rotations to U and V: // Remember that we have // R1^T * A * R2 = D // This is in the 2x2 case, but after doing a bunch of these // we will get something like this for the 3x3 case: // ... R1b^T * R1a^T * A * R2a * R2b * ... = D // ----------------- --------------- // = U^T = V // So, // U = R1a * R1b * ... // V = R2a * R2b * ... jacobiRotateRight (U, c_1, s_1); jacobiRotateRight (V, c_2, s_2); return true; } template bool twoSidedJacobiRotation (Imath::Matrix44& A, int j, int k, Imath::Matrix44& U, Imath::Matrix44& V, const T tol) { // Load everything into local variables to make things easier on the // optimizer: const T w = A[j][j]; const T x = A[j][k]; const T y = A[k][j]; const T z = A[k][k]; // We will keep track of whether we're actually performing any rotations, // since if the matrix is already diagonal we'll end up with the identity // as our Jacobi rotation and we can short-circuit. bool changed = false; // The first step is to symmetrize the 2x2 matrix, // [ c s ]^T [ w x ] = [ p q ] // [ -s c ] [ y z ] [ q r ] T mu_1 = w + z; T mu_2 = x - y; T c, s; if (std::abs(mu_2) <= tol*std::abs(mu_1)) // Already symmetric (to tolerance) { // Note that the <= is important here c = T(1); // because we want to bypass the computation s = T(0); // of rho if mu_1 = mu_2 = 0. const T p = w; const T r = z; mu_1 = r - p; mu_2 = x + y; } else { const T rho = mu_1 / mu_2; s = T(1) / std::sqrt (T(1) + rho*rho); // TODO is there a native inverse square root function? if (rho < 0) s = -s; c = s * rho; mu_1 = s * (x + y) + c * (z - w); // = r - p mu_2 = T(2) * (c * x - s * z); // = 2*q changed = true; } // The second stage diagonalizes, // [ c2 s2 ]^T [ p q ] [ c2 s2 ] = [ d1 0 ] // [ -s2 c2 ] [ q r ] [ -s2 c2 ] [ 0 d2 ] T c_2, s_2; if (std::abs(mu_2) <= tol*std::abs(mu_1)) { c_2 = T(1); s_2 = T(0); } else { const T rho_2 = mu_1 / mu_2; T t_2 = T(1) / (std::abs(rho_2) + std::sqrt(1 + rho_2*rho_2)); if (rho_2 < 0) t_2 = -t_2; c_2 = T(1) / std::sqrt (T(1) + t_2*t_2); s_2 = c_2 * t_2; changed = true; } const T c_1 = c_2 * c - s_2 * s; const T s_1 = s_2 * c + c_2 * s; if (!changed) { // We've decided that the off-diagonal entries are already small // enough, so we'll set them to zero. This actually appears to result // in smaller errors than leaving them be, possibly because it prevents // us from trying to do extra rotations later that we don't need. A[k][j] = 0; A[j][k] = 0; return false; } const T d_1 = c_1*(w*c_2 - x*s_2) - s_1*(y*c_2 - z*s_2); const T d_2 = s_1*(w*s_2 + x*c_2) + c_1*(y*s_2 + z*c_2); // For the entries we just zeroed out, we'll just set them to 0, since // they should be 0 up to machine precision. A[j][j] = d_1; A[k][k] = d_2; A[k][j] = 0; A[j][k] = 0; // Rotate the entries that _weren't_ involved in the 2x2 SVD: for (int l = 0; l < 4; ++l) { if (l == j || l == k) continue; // Rotate on the left by // [ 1 ] // [ . ] // [ c2 s2 ] j // [ 1 ] // [ -s2 c2 ] k // [ . ] // [ 1 ] // j k // // This has the effect of adding the (weighted) ith and jth _rows_ to // each other. const T tau1 = A[j][l]; const T tau2 = A[k][l]; A[j][l] = c_1 * tau1 - s_1 * tau2; A[k][l] = s_1 * tau1 + c_1 * tau2; } for (int l = 0; l < 4; ++l) { // We set the A[j/k][j/k] entries already if (l == j || l == k) continue; // Rotate on the right by // [ 1 ] // [ . ] // [ c2 s2 ] j // [ 1 ] // [ -s2 c2 ] k // [ . ] // [ 1 ] // j k // // This has the effect of adding the (weighted) ith and jth _columns_ to // each other. const T tau1 = A[l][j]; const T tau2 = A[l][k]; A[l][j] = c_2 * tau1 - s_2 * tau2; A[l][k] = s_2 * tau1 + c_2 * tau2; } // Now apply the rotations to U and V: // Remember that we have // R1^T * A * R2 = D // This is in the 2x2 case, but after doing a bunch of these // we will get something like this for the 3x3 case: // ... R1b^T * R1a^T * A * R2a * R2b * ... = D // ----------------- --------------- // = U^T = V // So, // U = R1a * R1b * ... // V = R2a * R2b * ... jacobiRotateRight (U, j, k, c_1, s_1); jacobiRotateRight (V, j, k, c_2, s_2); return true; } template void swapColumns (Imath::Matrix33& A, int j, int k) { for (int i = 0; i < 3; ++i) std::swap (A[i][j], A[i][k]); } template T maxOffDiag (const Imath::Matrix33& A) { T result = 0; result = std::max (result, std::abs (A[0][1])); result = std::max (result, std::abs (A[0][2])); result = std::max (result, std::abs (A[1][0])); result = std::max (result, std::abs (A[1][2])); result = std::max (result, std::abs (A[2][0])); result = std::max (result, std::abs (A[2][1])); return result; } template T maxOffDiag (const Imath::Matrix44& A) { T result = 0; for (int i = 0; i < 4; ++i) { for (int j = 0; j < 4; ++j) { if (i != j) result = std::max (result, std::abs (A[i][j])); } } return result; } template void twoSidedJacobiSVD (Imath::Matrix33 A, Imath::Matrix33& U, Imath::Vec3& S, Imath::Matrix33& V, const T tol, const bool forcePositiveDeterminant) { // The two-sided Jacobi SVD works by repeatedly zeroing out // off-diagonal entries of the matrix, 2 at a time. Basically, // we can take our 3x3 matrix, // [* * *] // [* * *] // [* * *] // and use a pair of orthogonal transforms to zero out, say, the // pair of entries (0, 1) and (1, 0): // [ c1 s1 ] [* * *] [ c2 s2 ] [* *] // [-s1 c1 ] [* * *] [-s2 c2 ] = [ * *] // [ 1] [* * *] [ 1] [* * *] // When we go to zero out the next pair of entries (say, (0, 2) and (2, 0)) // then we don't expect those entries to stay 0: // [ c1 s1 ] [* *] [ c2 s2 ] [* * ] // [-s1 c1 ] [ * *] [-s2 c2 ] = [* * *] // [ 1] [* * *] [ 1] [ * *] // However, if we keep doing this, we'll find that the off-diagonal entries // converge to 0 fairly quickly (convergence should be roughly cubic). The // result is a diagonal A matrix and a bunch of orthogonal transforms: // [* * *] [* ] // L1 L2 ... Ln [* * *] Rn ... R2 R1 = [ * ] // [* * *] [ *] // ------------ ------- ------------ ------- // U^T A V S // This turns out to be highly accurate because (1) orthogonal transforms // are extremely stable to compute and apply (this is why QR factorization // works so well, FWIW) and because (2) by applying everything to the original // matrix A instead of computing (A^T * A) we avoid any precision loss that // would result from that. U.makeIdentity(); V.makeIdentity(); const int maxIter = 20; // In case we get really unlucky, prevents infinite loops const T absTol = tol * maxOffDiag (A); // Tolerance is in terms of the maximum if (absTol != 0) // _off-diagonal_ entry. { int numIter = 0; do { ++numIter; bool changed = twoSidedJacobiRotation (A, U, V, tol); changed = twoSidedJacobiRotation (A, U, V, tol) || changed; changed = twoSidedJacobiRotation (A, U, V, tol) || changed; if (!changed) break; } while (maxOffDiag(A) > absTol && numIter < maxIter); } // The off-diagonal entries are (effectively) 0, so whatever's left on the // diagonal are the singular values: S.x = A[0][0]; S.y = A[1][1]; S.z = A[2][2]; // Nothing thus far has guaranteed that the singular values are positive, // so let's go back through and flip them if not (since by contract we are // supposed to return all positive SVs): for (int i = 0; i < 3; ++i) { if (S[i] < 0) { // If we flip S[i], we need to flip the corresponding column of U // (we could also pick V if we wanted; it doesn't really matter): S[i] = -S[i]; for (int j = 0; j < 3; ++j) U[j][i] = -U[j][i]; } } // Order the singular values from largest to smallest; this requires // exactly two passes through the data using bubble sort: for (int i = 0; i < 2; ++i) { for (int j = 0; j < (2 - i); ++j) { // No absolute values necessary since we already ensured that // they're positive: if (S[j] < S[j+1]) { // If we swap singular values we also have to swap // corresponding columns in U and V: std::swap (S[j], S[j+1]); swapColumns (U, j, j+1); swapColumns (V, j, j+1); } } } if (forcePositiveDeterminant) { // We want to guarantee that the returned matrices always have positive // determinant. We can do this by adding the appropriate number of // matrices of the form: // [ 1 ] // L = [ 1 ] // [ -1 ] // Note that L' = L and L*L = Identity. Thus we can add: // U*L*L*S*V = (U*L)*(L*S)*V // if U has a negative determinant, and // U*S*L*L*V = U*(S*L)*(L*V) // if V has a neg. determinant. if (U.determinant() < 0) { for (int i = 0; i < 3; ++i) U[i][2] = -U[i][2]; S.z = -S.z; } if (V.determinant() < 0) { for (int i = 0; i < 3; ++i) V[i][2] = -V[i][2]; S.z = -S.z; } } } template void twoSidedJacobiSVD (Imath::Matrix44 A, Imath::Matrix44& U, Imath::Vec4& S, Imath::Matrix44& V, const T tol, const bool forcePositiveDeterminant) { // Please see the Matrix33 version for a detailed description of the algorithm. U.makeIdentity(); V.makeIdentity(); const int maxIter = 20; // In case we get really unlucky, prevents infinite loops const T absTol = tol * maxOffDiag (A); // Tolerance is in terms of the maximum if (absTol != 0) // _off-diagonal_ entry. { int numIter = 0; do { ++numIter; bool changed = twoSidedJacobiRotation (A, 0, 1, U, V, tol); changed = twoSidedJacobiRotation (A, 0, 2, U, V, tol) || changed; changed = twoSidedJacobiRotation (A, 0, 3, U, V, tol) || changed; changed = twoSidedJacobiRotation (A, 1, 2, U, V, tol) || changed; changed = twoSidedJacobiRotation (A, 1, 3, U, V, tol) || changed; changed = twoSidedJacobiRotation (A, 2, 3, U, V, tol) || changed; if (!changed) break; } while (maxOffDiag(A) > absTol && numIter < maxIter); } // The off-diagonal entries are (effectively) 0, so whatever's left on the // diagonal are the singular values: S[0] = A[0][0]; S[1] = A[1][1]; S[2] = A[2][2]; S[3] = A[3][3]; // Nothing thus far has guaranteed that the singular values are positive, // so let's go back through and flip them if not (since by contract we are // supposed to return all positive SVs): for (int i = 0; i < 4; ++i) { if (S[i] < 0) { // If we flip S[i], we need to flip the corresponding column of U // (we could also pick V if we wanted; it doesn't really matter): S[i] = -S[i]; for (int j = 0; j < 4; ++j) U[j][i] = -U[j][i]; } } // Order the singular values from largest to smallest using insertion sort: for (int i = 1; i < 4; ++i) { const Imath::Vec4 uCol (U[0][i], U[1][i], U[2][i], U[3][i]); const Imath::Vec4 vCol (V[0][i], V[1][i], V[2][i], V[3][i]); const T sVal = S[i]; int j = i - 1; while (std::abs (S[j]) < std::abs (sVal)) { for (int k = 0; k < 4; ++k) U[k][j+1] = U[k][j]; for (int k = 0; k < 4; ++k) V[k][j+1] = V[k][j]; S[j+1] = S[j]; --j; if (j < 0) break; } for (int k = 0; k < 4; ++k) U[k][j+1] = uCol[k]; for (int k = 0; k < 4; ++k) V[k][j+1] = vCol[k]; S[j+1] = sVal; } if (forcePositiveDeterminant) { // We want to guarantee that the returned matrices always have positive // determinant. We can do this by adding the appropriate number of // matrices of the form: // [ 1 ] // L = [ 1 ] // [ 1 ] // [ -1 ] // Note that L' = L and L*L = Identity. Thus we can add: // U*L*L*S*V = (U*L)*(L*S)*V // if U has a negative determinant, and // U*S*L*L*V = U*(S*L)*(L*V) // if V has a neg. determinant. if (U.determinant() < 0) { for (int i = 0; i < 4; ++i) U[i][3] = -U[i][3]; S[3] = -S[3]; } if (V.determinant() < 0) { for (int i = 0; i < 4; ++i) V[i][3] = -V[i][3]; S[3] = -S[3]; } } } } template void jacobiSVD (const Imath::Matrix33& A, Imath::Matrix33& U, Imath::Vec3& S, Imath::Matrix33& V, const T tol, const bool forcePositiveDeterminant) { twoSidedJacobiSVD (A, U, S, V, tol, forcePositiveDeterminant); } template void jacobiSVD (const Imath::Matrix44& A, Imath::Matrix44& U, Imath::Vec4& S, Imath::Matrix44& V, const T tol, const bool forcePositiveDeterminant) { twoSidedJacobiSVD (A, U, S, V, tol, forcePositiveDeterminant); } template void jacobiSVD (const Imath::Matrix33& A, Imath::Matrix33& U, Imath::Vec3& S, Imath::Matrix33& V, const float tol, const bool forcePositiveDeterminant); template void jacobiSVD (const Imath::Matrix33& A, Imath::Matrix33& U, Imath::Vec3& S, Imath::Matrix33& V, const double tol, const bool forcePositiveDeterminant); template void jacobiSVD (const Imath::Matrix44& A, Imath::Matrix44& U, Imath::Vec4& S, Imath::Matrix44& V, const float tol, const bool forcePositiveDeterminant); template void jacobiSVD (const Imath::Matrix44& A, Imath::Matrix44& U, Imath::Vec4& S, Imath::Matrix44& V, const double tol, const bool forcePositiveDeterminant); namespace { template inline void jacobiRotateRight (TM& A, const typename TM::BaseType s, const typename TM::BaseType tau) { typedef typename TM::BaseType T; for (unsigned int i = 0; i < TM::dimensions(); ++i) { const T nu1 = A[i][j]; const T nu2 = A[i][k]; A[i][j] -= s * (nu2 + tau * nu1); A[i][k] += s * (nu1 - tau * nu2); } } template bool jacobiRotation (Matrix33& A, Matrix33& V, Vec3& Z, const T tol) { // Load everything into local variables to make things easier on the // optimizer: const T x = A[j][j]; const T y = A[j][k]; const T z = A[k][k]; // The first stage diagonalizes, // [ c s ]^T [ x y ] [ c -s ] = [ d1 0 ] // [ -s c ] [ y z ] [ s c ] [ 0 d2 ] const T mu1 = z - x; const T mu2 = 2 * y; if (std::abs(mu2) <= tol*std::abs(mu1)) { // We've decided that the off-diagonal entries are already small // enough, so we'll set them to zero. This actually appears to result // in smaller errors than leaving them be, possibly because it prevents // us from trying to do extra rotations later that we don't need. A[j][k] = 0; return false; } const T rho = mu1 / mu2; const T t = (rho < 0 ? T(-1) : T(1)) / (std::abs(rho) + std::sqrt(1 + rho*rho)); const T c = T(1) / std::sqrt (T(1) + t*t); const T s = t * c; const T tau = s / (T(1) + c); const T h = t * y; // Update diagonal elements. Z[j] -= h; Z[k] += h; A[j][j] -= h; A[k][k] += h; // For the entries we just zeroed out, we'll just set them to 0, since // they should be 0 up to machine precision. A[j][k] = 0; // We only update upper triagnular elements of A, since // A is supposed to be symmetric. T& offd1 = l < j ? A[l][j] : A[j][l]; T& offd2 = l < k ? A[l][k] : A[k][l]; const T nu1 = offd1; const T nu2 = offd2; offd1 = nu1 - s * (nu2 + tau * nu1); offd2 = nu2 + s * (nu1 - tau * nu2); // Apply rotation to V jacobiRotateRight (V, s, tau); return true; } template bool jacobiRotation (Matrix44& A, Matrix44& V, Vec4& Z, const T tol) { const T x = A[j][j]; const T y = A[j][k]; const T z = A[k][k]; const T mu1 = z - x; const T mu2 = T(2) * y; // Let's see if rho^(-1) = mu2 / mu1 is less than tol // This test also checks if rho^2 will overflow // when tol^(-1) < sqrt(limits::max()). if (std::abs(mu2) <= tol*std::abs(mu1)) { A[j][k] = 0; return true; } const T rho = mu1 / mu2; const T t = (rho < 0 ? T(-1) : T(1)) / (std::abs(rho) + std::sqrt(1 + rho*rho)); const T c = T(1) / std::sqrt (T(1) + t*t); const T s = c * t; const T tau = s / (T(1) + c); const T h = t * y; Z[j] -= h; Z[k] += h; A[j][j] -= h; A[k][k] += h; A[j][k] = 0; { T& offd1 = l1 < j ? A[l1][j] : A[j][l1]; T& offd2 = l1 < k ? A[l1][k] : A[k][l1]; const T nu1 = offd1; const T nu2 = offd2; offd1 -= s * (nu2 + tau * nu1); offd2 += s * (nu1 - tau * nu2); } { T& offd1 = l2 < j ? A[l2][j] : A[j][l2]; T& offd2 = l2 < k ? A[l2][k] : A[k][l2]; const T nu1 = offd1; const T nu2 = offd2; offd1 -= s * (nu2 + tau * nu1); offd2 += s * (nu1 - tau * nu2); } jacobiRotateRight (V, s, tau); return true; } template inline typename TM::BaseType maxOffDiagSymm (const TM& A) { typedef typename TM::BaseType T; T result = 0; for (unsigned int i = 0; i < TM::dimensions(); ++i) for (unsigned int j = i+1; j < TM::dimensions(); ++j) result = std::max (result, std::abs (A[i][j])); return result; } } // namespace template void jacobiEigenSolver (Matrix33& A, Vec3& S, Matrix33& V, const T tol) { V.makeIdentity(); for(int i = 0; i < 3; ++i) { S[i] = A[i][i]; } const int maxIter = 20; // In case we get really unlucky, prevents infinite loops const T absTol = tol * maxOffDiagSymm (A); // Tolerance is in terms of the maximum if (absTol != 0) // _off-diagonal_ entry. { int numIter = 0; do { // Z is for accumulating small changes (h) to diagonal entries // of A for one sweep. Adding h's directly to A might cause // a cancellation effect when h is relatively very small to // the corresponding diagonal entry of A and // this will increase numerical errors Vec3 Z(0, 0, 0); ++numIter; bool changed = jacobiRotation<0, 1, 2> (A, V, Z, tol); changed = jacobiRotation<0, 2, 1> (A, V, Z, tol) || changed; changed = jacobiRotation<1, 2, 0> (A, V, Z, tol) || changed; // One sweep passed. Add accumulated changes (Z) to singular values (S) // Update diagonal elements of A for better accuracy as well. for(int i = 0; i < 3; ++i) { A[i][i] = S[i] += Z[i]; } if (!changed) break; } while (maxOffDiagSymm(A) > absTol && numIter < maxIter); } } template void jacobiEigenSolver (Matrix44& A, Vec4& S, Matrix44& V, const T tol) { V.makeIdentity(); for(int i = 0; i < 4; ++i) { S[i] = A[i][i]; } const int maxIter = 20; // In case we get really unlucky, prevents infinite loops const T absTol = tol * maxOffDiagSymm (A); // Tolerance is in terms of the maximum if (absTol != 0) // _off-diagonal_ entry. { int numIter = 0; do { ++numIter; Vec4 Z(0, 0, 0, 0); bool changed = jacobiRotation<0, 1, 2, 3> (A, V, Z, tol); changed = jacobiRotation<0, 2, 1, 3> (A, V, Z, tol) || changed; changed = jacobiRotation<0, 3, 1, 2> (A, V, Z, tol) || changed; changed = jacobiRotation<1, 2, 0, 3> (A, V, Z, tol) || changed; changed = jacobiRotation<1, 3, 0, 2> (A, V, Z, tol) || changed; changed = jacobiRotation<2, 3, 0, 1> (A, V, Z, tol) || changed; for(int i = 0; i < 4; ++i) { A[i][i] = S[i] += Z[i]; } if (!changed) break; } while (maxOffDiagSymm(A) > absTol && numIter < maxIter); } } template void maxEigenVector (TM& A, TV& V) { TV S; TM MV; jacobiEigenSolver(A, S, MV); int maxIdx(0); for(unsigned int i = 1; i < TV::dimensions(); ++i) { if(std::abs(S[i]) > std::abs(S[maxIdx])) maxIdx = i; } for(unsigned int i = 0; i < TV::dimensions(); ++i) V[i] = MV[i][maxIdx]; } template void minEigenVector (TM& A, TV& V) { TV S; TM MV; jacobiEigenSolver(A, S, MV); int minIdx(0); for(unsigned int i = 1; i < TV::dimensions(); ++i) { if(std::abs(S[i]) < std::abs(S[minIdx])) minIdx = i; } for(unsigned int i = 0; i < TV::dimensions(); ++i) V[i] = MV[i][minIdx]; } template void jacobiEigenSolver (Matrix33& A, Vec3& S, Matrix33& V, const float tol); template void jacobiEigenSolver (Matrix33& A, Vec3& S, Matrix33& V, const double tol); template void jacobiEigenSolver (Matrix44& A, Vec4& S, Matrix44& V, const float tol); template void jacobiEigenSolver (Matrix44& A, Vec4& S, Matrix44& V, const double tol); template void maxEigenVector (Matrix33& A, Vec3& S); template void maxEigenVector (Matrix44& A, Vec4& S); template void maxEigenVector (Matrix33& A, Vec3& S); template void maxEigenVector (Matrix44& A, Vec4& S); template void minEigenVector (Matrix33& A, Vec3& S); template void minEigenVector (Matrix44& A, Vec4& S); template void minEigenVector (Matrix33& A, Vec3& S); template void minEigenVector (Matrix44& A, Vec4& S); } // namespace Imath